Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-03 00:00:00+00:00 0.712966 0.809308 0.919586 1.056447 1.223570 1.423446 1.684362
2024-11-10 00:00:00+00:00 0.631659 0.757235 0.912885 1.124292 1.411018 1.797599 2.379468
2024-11-17 00:00:00+00:00 0.558227 0.696560 0.878573 1.143909 1.536327 2.123937 3.135597
2024-11-24 00:00:00+00:00 0.499556 0.643809 0.843140 1.151728 1.644550 2.458588 4.062697
2024-12-01 00:00:00+00:00 0.438105 0.577947 0.778243 1.102710 1.652932 2.637751 4.821660
2024-12-08 00:00:00+00:00 0.389698 0.524184 0.722725 1.057164 1.655304 2.808246 5.679188
2024-12-15 00:00:00+00:00 0.366311 0.503874 0.714224 1.085414 1.794074 3.296019 7.682401
2024-12-22 00:00:00+00:00 0.355620 0.501076 0.732177 1.161731 2.046254 4.151496 11.771866
2024-12-29 00:00:00+00:00 0.337619 0.484625 0.725273 1.191564 2.213874 4.907347 16.933301
2025-01-05 00:00:00+00:00 0.318776 0.464723 0.709737 1.201779 2.342235 5.645499 23.992671
2025-01-12 00:00:00+00:00 0.299626 0.442404 0.687153 1.193713 2.425702 6.313759 33.259644
2025-01-19 00:00:00+00:00 0.277010 0.412318 0.647364 1.143388 2.388549 6.555051 40.671266
2025-01-26 00:00:00+00:00 0.266088 0.402279 0.645058 1.177479 2.602521 8.001385 74.530077
2025-02-02 00:00:00+00:00 0.258354 0.397003 0.651009 1.231626 2.900969 10.237598 180.376982
2025-02-09 00:00:00+00:00 0.245888 0.382164 0.636662 1.235936 3.052521 12.030510 426.745223
2025-02-16 00:00:00+00:00 0.233819 0.367030 0.620041 1.231803 3.178262 13.958667 1349.039991
2025-02-23 00:00:00+00:00 0.217460 0.342820 0.582676 1.169419 3.077143 14.219636 2717.786195
2025-03-02 00:00:00+00:00 0.203210 0.321652 0.549844 1.114245 2.987788 14.517781 7158.738710
2025-03-09 00:00:00+00:00 0.197332 0.315735 0.548129 1.140383 3.222539 18.143610 NaN
2025-03-16 00:00:00+00:00 0.195996 0.318260 0.564462 1.218858 3.720128 26.620121 NaN
2025-03-23 00:00:00+00:00 0.190842 0.312993 0.563294 1.248260 4.028532 35.015295 NaN
2025-03-30 00:00:00+00:00 0.184613 0.305168 0.555638 1.257336 4.250711 44.139204 NaN
2025-04-06 00:00:00+00:00 0.177589 0.295306 0.542462 1.247446 4.374468 52.891843 NaN